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Items where Author is "Vrontos, Ioannis"

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Number of items: 4.

Article

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) 'Implied Volatility Directional Forecasting: A Machine Learning Approach.' Quantitative Finance, 2021 (10). pp. 1687-1706. ISSN 1469-7688

Galakis, John and Vrontos, Ioannis and Vrontos, Spyridon (2021) 'Style Rotation Revisited.' Journal of Financial Data Science, Spring (2). pp. 110-133. ISSN 2640-3943

Vrontos, Spyridon and Galakis, John and Vrontos, Ioannis (2021) 'Modeling and predicting U.S. recessions using machine learning techniques.' International Journal of Forecasting, 37 (2). pp. 647-671. ISSN 0169-2070

Meligkotsidou, Loukia and Panopoulou, Ekaterini and Vrontos, Ioannis and Vrontos, Spyridon D (2019) 'Quantile Forecast Combinations in Realised Volatility Prediction.' Journal of the Operational Research Society, 70 (10). pp. 1720-1733. ISSN 0160-5682

This list was generated on Fri Aug 12 12:58:24 2022 BST.